CallableBonds - Example of callable-bond pricing
CallableBonds
CallableBonds is an example of using
QuantLib.
It prices a number of callable bonds and compares the results to known good
data.
The source code
CallableBonds.cpp,
BermudanSwaption(1),
Bonds(1),
CDS(1),
ConvertibleBonds(1),
DiscreteHedging(1),
EquityOption(1),
FittedBondCurve(1),
FRA(1),
MarketModels(1),
MulticurveBootstrapping(1),
Replication(1),
Repo(1), the QuantLib documentation and website
at
https://www.quantlib.org.
The QuantLib Group (see
Contributors.txt).
This manual page was added by Dirk Eddelbuettel <
[email protected]>, the
Debian GNU/Linux maintainer for
QuantLib.